-73.8%
JBLU vs RY
+377.3%
-451.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | -5.0% | -2.2% | -2.7% | -2.3% |
| 30D | -23.9% | -3.6% | -20.3% | -20.5% |
| 3M | -11.6% | +3.9% | -15.6% | -15.7% |
| 6M | -0.2% | +26.4% | -26.6% | -24.0% |
| YTD | -3.3% | +22.3% | -25.6% | -23.7% |
| 1Y | -15.4% | +43.7% | -59.1% | -45.0% |
| 3Y | -14.7% | +154.0% | -168.7% | -71.6% |
| 5Y | -70.0% | +137.6% | -207.6% | -89.1% |
| All | -73.8% | +377.3% | -451.1% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling